QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Member Functions | Private Attributes | List of all members
SphereCylinderOptimizer Class Reference

#include <spherecylinder.hpp>

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Public Member Functions

 SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0)
 
bool isIntersectionNonEmpty () const
 
void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const
 
bool findByProjection (Real &y1, Real &y2, Real &y3) const
 

Private Member Functions

Real objectiveFunction (Real x2) const
 

Private Attributes

Real r_
 
Real s_
 
Real alpha_
 
Real z1_
 
Real z2_
 
Real z3_
 
Real topValue_
 
Real bottomValue_
 
bool nonEmpty_
 
Real zweight_
 

Detailed Description

the intersection may be empty!

Definition at line 40 of file spherecylinder.hpp.

Constructor & Destructor Documentation

◆ SphereCylinderOptimizer()

SphereCylinderOptimizer ( Real  r,
Real  s,
Real  alpha,
Real  z1,
Real  z2,
Real  z3,
Real  zweight = 1.0 
)

Definition at line 75 of file spherecylinder.cpp.

Member Function Documentation

◆ isIntersectionNonEmpty()

bool isIntersectionNonEmpty ( ) const

Definition at line 110 of file spherecylinder.cpp.

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◆ findClosest()

void findClosest ( Size  maxIterations,
Real  tolerance,
Real y1,
Real y2,
Real y3 
) const

Definition at line 114 of file spherecylinder.cpp.

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◆ findByProjection()

bool findByProjection ( Real y1,
Real y2,
Real y3 
) const

Definition at line 147 of file spherecylinder.cpp.

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◆ objectiveFunction()

Real objectiveFunction ( Real  x2) const
private

Definition at line 130 of file spherecylinder.cpp.

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Member Data Documentation

◆ r_

Real r_
private

Definition at line 60 of file spherecylinder.hpp.

◆ s_

Real s_
private

Definition at line 60 of file spherecylinder.hpp.

◆ alpha_

Real alpha_
private

Definition at line 60 of file spherecylinder.hpp.

◆ z1_

Real z1_
private

Definition at line 60 of file spherecylinder.hpp.

◆ z2_

Real z2_
private

Definition at line 60 of file spherecylinder.hpp.

◆ z3_

Real z3_
private

Definition at line 60 of file spherecylinder.hpp.

◆ topValue_

Real topValue_
private

Definition at line 62 of file spherecylinder.hpp.

◆ bottomValue_

Real bottomValue_
private

Definition at line 63 of file spherecylinder.hpp.

◆ nonEmpty_

bool nonEmpty_
private

Definition at line 64 of file spherecylinder.hpp.

◆ zweight_

Real zweight_
private

Definition at line 65 of file spherecylinder.hpp.